scientific article; zbMATH DE number 5008026

zbMATH Open1080.62083MaRDI QIDQ3370955FDOQ3370955

Authors:

Publication date: 21 February 2006

Title of this publication is not available (Why is that?)

Recommendations

• Ruin probability of a discrete-time risk model under interest rates with autoregressive structure of order 2
• Ruin problems for an autoregressive risk model with dependent rates of interest
• Ruin probability of a two-dimensional discrete time risk model with random interest rates
• Ruin probabilities in the presence of heavy-tails and interest rates
• Ruin probabilities of a bidimensional risk model with a constant interest rate
• Ruin probabilities with dependent rates of interest
• Ruin probabilities for discrete time risk models with stochastic rates of interest

zbMATH Keywords

second order autoregressive model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (2)

• Ruin probability of a discrete-time risk model under interest rates with autoregressive structure of order 2
• The risk model under rates of interest

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3370955)